+412.6%
CSX vs DVA
+212.5%
+200.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.4% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +6.8% | +3.5% | +3.3% | +5.9% |
| 3M | +0.7% | +1.0% | -0.3% | +0.2% |
| 6M | +13.3% | -6.6% | +19.9% | +13.7% |
| YTD | +40.5% | +63.3% | -22.8% | +22.4% |
| 1Y | +44.7% | +50.0% | -5.3% | +28.6% |
| 3Y | +74.5% | +120.1% | -45.6% | +37.1% |
| 5Y | +52.0% | +73.7% | -21.7% | +21.8% |
| 10Y | +412.6% | +212.7% | +199.9% | +242.3% |
| All | +412.6% | +212.5% | +200.2% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling